MakerBot Print is our newest print-prepration software, which supports native CAD files and STL assemblies,
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SHCS means Socket Head Cap Screw. Basically the type of head on the bolt. The "x 30" for example is the length of the bolt minus the head. Here's an amazon link for a nice set of M3 SHCS that I picked up. It has all the screws you need and regular nuts except the 45mm length screws; had to order those separately on amazon as well.
Lock nuts have a nylon ring on them which help them stay in place on a screw. They are also known as "Nylock".
I pretty much bought everything I needed on amazon, even the 3mm rod and bearings. Any other questions lemmie know.